Add custom data research notebook

project-templates/python/custom-data/research.ipynb

@@ -0,0 +1,148 @@
+{
+ "cells": [
+  {
+   "cell_type": "markdown",
+   "id": "cd-logo",
+   "metadata": {},
+   "source": [
+    "![QuantConnect Logo](https://cdn.quantconnect.com/web/i/icon.png)\n",
+    "<hr>\n",
+    "\n",
+    "## Custom Data Research\n",
+    "\n",
+    "This notebook defines the Bitstamp custom data type and builds the daily Bitcoin price series."
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "cd-setup-md",
+   "metadata": {},
+   "source": [
+    "### Set Up QuantBook\n",
+    "\n",
+    "Create the QuantBook for the custom data history request."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "cd-setup",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "qb = QuantBook()\n",
+    "qb.set_start_date(2020, 12, 31)"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "cd-class-md",
+   "metadata": {},
+   "source": [
+    "### Add Custom Data\n",
+    "\n",
+    "Define a [custom securities](https://www.quantconnect.com/docs/v2/writing-algorithms/importing-data/streaming-data/custom-securities) type and subscribe to it."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "cd-class",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "class Bitstamp(PythonData):\n",
+    "\n",
+    "    def get_source(self, config: SubscriptionDataConfig, date: datetime, is_live_mode: bool) -> SubscriptionDataSource:\n",
+    "        return SubscriptionDataSource(\n",
+    "            \"https://raw.githubusercontent.com/QuantConnect/Documentation/master/Resources/datasets/custom-data/bitstampusd.csv\",\n",
+    "            SubscriptionTransportMedium.REMOTE_FILE\n",
+    "        )\n",
+    "\n",
+    "    def reader(self, config: SubscriptionDataConfig, line: str, date: datetime, is_live_mode: bool) -> BaseData:\n",
+    "        if not line.strip() or not line[0].isdigit():\n",
+    "            return None\n",
+    "        data = line.split(',')\n",
+    "        coin = Bitstamp()\n",
+    "        coin.symbol = config.symbol\n",
+    "        coin.value = float(data[4])\n",
+    "        if coin.value == 0:\n",
+    "            return None\n",
+    "        coin.time = datetime.strptime(data[0], \"%Y-%m-%d\")\n",
+    "        coin.end_time = coin.time + timedelta(1)\n",
+    "        coin[\"Open\"] = float(data[1])\n",
+    "        coin[\"High\"] = float(data[2])\n",
+    "        coin[\"Low\"] = float(data[3])\n",
+    "        coin[\"Close\"] = coin.value\n",
+    "        coin[\"VolumeBTC\"] = float(data[5])\n",
+    "        coin[\"VolumeUSD\"] = float(data[6])\n",
+    "        coin[\"WeightedPrice\"] = float(data[7])\n",
+    "        return coin"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "cd-add",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "btc = qb.add_data(Bitstamp, \"BTC\")"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "cd-build-md",
+   "metadata": {},
+   "source": [
+    "### Build Time Series\n",
+    "\n",
+    "Request daily history for the custom type and build the close-price series."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "cd-build",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "history = qb.history(btc.symbol, 200, Resolution.DAILY)\n",
+    "history"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "cd-close",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# Pull the parsed close price into a single series.\n",
+    "closes = history[\"close\"]\n",
+    "closes"
+   ]
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Foundation-Py-Default",
+   "language": "python",
+   "name": "Foundation-Py-Default"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.11"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 5
+}